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Number of items at this level: 3.

D

Daouia, AbdelaatiIdRef, Padoan, Simone A. and Stupfler, Gilles ClaudeIdRef (2024) Extreme expectile estimation for short-tailed data. Journal of Econometrics, vol. 241 (n° 2).

G

Gourieroux, ChristianIdRef, Monfort, Alain and Renne, Jean-PaulIdRef (2022) Required Capital for Long-Run Risks. Journal of Economic Dynamics and Control, vol.144 (104502).

Y

Yasser, AbbasIdRef, Daouia, AbdelaatiIdRef, Nemouchi, BoutheinaIdRef and Stupfler, GillesIdRef (2025) Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. TSE Working Paper, n. 25-1607, Toulouse

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